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Wyndham Hotels & Resorts, Inc. Common Stock WH

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Market datapartial · fetched 2026-10-23T21:48:44.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:49:48.567744879Z

FundamentalsAlpha Vantage · unavailable

Share price$72.42
1D-3.4%
AH$70$72$73$74$755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWH
Sold putSold callAH

Wyndham Hotels & Resorts, Inc. Common Stock options

Live interpolated WH call and put midpoint premiums by absolute delta.Wyndham Hotels & Resorts, Inc. Common Stock$0.67$3.40$6.13$8.87$11.60$61.36$66.72$72.07$77.43$82.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WH spot · $72.42WH PRICE$1.22$1.37$1.52$1.67$1.87$2.21$2.55$2.89$3.23$3.57$3.99$4.73$5.46$0.96$1.29$1.61$1.95$2.42$2.89$3.36$3.83$4.29$5.87$7.52$9.17$10.81
PutsCheap0.90×
CallsFair1.01×
SkewBearish+3.72 pp
Implied moveBearish±$5.91
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.7159.2%18.7%66.8736.2%9.0%
25Δ82.1152.6%15.3%67.9537.0%7.9%
30Δ79.5145.9%11.9%69.0337.9%6.9%
35Δ76.9139.3%8.5%70.1038.6%5.9%
40Δ74.7834.2%5.8%71.0738.3%5.2%
45Δ73.9633.3%5.2%72.0338.0%4.5%
50Δ73.1332.5%4.5%73.0037.6%3.8%
55Δ72.3131.6%3.8%73.9737.3%3.1%
60Δ71.4930.8%3.2%74.9437.0%2.5%
65Δ70.6630.0%2.5%76.7341.2%2.2%
70Δ69.8129.1%1.9%78.5745.7%1.9%
75Δ68.8128.4%1.5%80.4549.2%1.6%
80Δ67.8227.6%1.2%82.4248.9%1.1%

20Δ

Calls
Pseudo strike
84.71
IV
59.2%
B/E move
18.7%
Puts
Pseudo strike
66.87
IV
36.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
82.11
IV
52.6%
B/E move
15.3%
Puts
Pseudo strike
67.95
IV
37.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
79.51
IV
45.9%
B/E move
11.9%
Puts
Pseudo strike
69.03
IV
37.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
76.91
IV
39.3%
B/E move
8.5%
Puts
Pseudo strike
70.10
IV
38.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
74.78
IV
34.2%
B/E move
5.8%
Puts
Pseudo strike
71.07
IV
38.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
73.96
IV
33.3%
B/E move
5.2%
Puts
Pseudo strike
72.03
IV
38.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
73.13
IV
32.5%
B/E move
4.5%
Puts
Pseudo strike
73.00
IV
37.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
72.31
IV
31.6%
B/E move
3.8%
Puts
Pseudo strike
73.97
IV
37.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
71.49
IV
30.8%
B/E move
3.2%
Puts
Pseudo strike
74.94
IV
37.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
70.66
IV
30.0%
B/E move
2.5%
Puts
Pseudo strike
76.73
IV
41.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
69.81
IV
29.1%
B/E move
1.9%
Puts
Pseudo strike
78.57
IV
45.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
68.81
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
80.45
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
67.82
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
82.42
IV
48.9%
B/E move
1.1%

Options history

No recorded observations